WHEN A KNIGHT DIES -DOES HIS WIDOW --STILL--RETAIN THE--TITLE OF LADY?

Knight is a military honor bestowed by the military order or the Monarch. His wife is then considered a Lady until stripped of the title by the Monarchy for some misdeed.

Same with Earl, which is an honor bestowed by the King upon a civilian (non-military) for a service to the King. The wife of the Earl will always be a Lady until stripped of the title by the Monarchy. Even after the Earls property is given to a new Earl, she will still be a Lady.

Same with Duke, the Duchess will always be a Duchess unless stripped of the title by the Monarchy.

Yes. She is addressed as "Lady" until her own death unless she is for some reason formally stripped of the honorific.

Yes but she has none of his wealth or property.